Aircraft: BRASILIA EMB-120 ALL SERIES
Phase of flight: Initial Approach
Anomaly: Airspace Violation All Types; Deviation - Track / Heading All Types; Deviation / Discrepancy - Procedural Published Material / Policy; Deviation / Discrepancy - Procedural Clearance

The purpose of this report is to offer information about an incident that took place during the execution of a visual approach to Runway 27 at ZZZZ; that induced the inadvertent penetration of the US Contiguous ADIZ while lining up for SDM just north of the border. We had briefed and planned en-route for the VOR DME 1 27 ZZZZ. SOCAL had already cleared us direct to TIJ VOR with progressive step downs in altitude and told us that ZZZZ was landing runway XX. Once handed off to ZZZZ Approach; the controller inquired as to whether we could accept the visual to Runway XX in effort as to make us number one for landing. I verified with my FO (First Officer) to confirm we were both comfortable with that and proceeded to brief the differences for the visual. I called the runway and airport in sight. Our clearance was to descend to 4000 ft. and establish left downwind to Runway XX. Over the airport and approximately midfield I slowed to request FLAPS 15. Established on the left downwind we received further descend clearance to pattern altitude and clearance for the visual to Runway XX with a handoff to Tower. I slowed further to call for GEAR DOWN; CONDITIONS MAX; FLAPS 25; BEFORE LANDING CHECKLIST. My FO (First Officer) was preoccupied with configuring and running the checklist while I maneuvered to establish what appeared to be just south of final for Runway XX ZZZZ. As we neared the airport ZZZZ Tower immediately alerted us that we were headed for the wrong airport and to look 10 o'clock to make correction. My FO identifies that we are in fact lined up for a visual approach to Runway 26R at SDM. It took me a moment to realize my mistake as I was conflicted with my positional awareness as well as how I had missed and/or shifted my frame of reference from ZZZZ airport to SDM north of the border. I immediately corrected towards the ZZZZ Airport at which point Tower cleared us for landing Runway XX ZZZZ. At this point I re-established a stabilized final using normal descent and normal maneuvers while proceeding to landing. The remainder of the flight was carried out without further incident.ZZZZ Tower immediately made us aware that we were headed for the wrong airport and to correct with airport at our 10 o'clock. My First Officer also realized that I was lined up for SDM. I re-situated myself identifying the border as a reference and looking at both airports then made the correction and turned to re-establish a stable final for Runway XX ZZZZ.My penetration of the ADIZ from Mexico to US was inadvertent; however; a clear accumulation of factors lead to a chain of events such as lining up for the wrong runway to the wrong airport and on the same token; re-penetrating the ADIZ in the commission of my error. My error was a result of a lack of situational and positional awareness on my part and my FO; as well as being task saturated flying an airplane that I do not regularly operate; closely spaced airports within close proximity to the US Contiguous ADIZ (US/Mexico Border); stronger than usual winds out of the East that may have offset my flight path to cause the airplane to fly closer than planned to ZZZZ and in effect causing me to lose my frame of reference and shifting my sights to SDM.I took immediate evasive action to re-orient and re-establish situational and positional awareness while maneuvering the aircraft safely to a stabilized visual approach for Runway XX ZZZZ. Staying familiar and proficient in an aircraft is a vital contributing factor that can make a sizable impact in the cockpit with regard to procedure; situational awareness; system awareness; efficiency; airmanship and safety in general. I believe that my mistake was compounded by a lack of situational awareness; high winds; and possible distraction due to lack of familiarity and practice in the aircraft type. 'The first step to solving any problem is recognizing there is one.' To fix this in subsequent flights faced with similar conditions; I would of course account for winds; and possibly widen out my traffic pattern to allow for more space on downwind and therefore a wider angle and wider view to identify the airport; this would buy me time and room for error. When operating so closely to the border it's best to give myself more space by remaining farther south to account for wide turns and/or unruly winds as a margin of error. EMB-120ER Captain reported that on approach they became disoriented and lined up with runway at an adjacent airport.